Advanced reliability analysis methods - IN2P3 - Institut national de physique nucléaire et de physique des particules Accéder directement au contenu
Chapitre D'ouvrage Année : 2014

Advanced reliability analysis methods

Résumé

This chapter presents the subset simulation (SS) approach and the Polynomial Cha-os Expansion (PCE) methodology. The SS method is an efficient alternative to the well-known Monte Carlo Simulation (MCS) methodology to calculate small failure probabilities. The basic idea of the SS approach is that the small failure probability can be expressed as a product of larger conditional failure probabilities. On the other hand, the PCE methodology allows one to accurately compute the PDF of a given system response using a reduced number of calls of the deterministic model (as compared to the classical MCS applied on the original complex deterministic model). Indeed, the PCE methodology replaces the computationally-expensive de-terministic model by a meta-model. Once the meta-model is determined, MCS can be applied on the obtained PCE to compute the PDF of the system response with a quasi-negligible computation time.
Fichier principal
Vignette du fichier
Aussois_Course_Chapter_3_Final_Tuesday.pdf (699.8 Ko) Télécharger le fichier
Origine : Fichiers produits par l'(les) auteur(s)

Dates et versions

in2p3-01084374 , version 1 (19-11-2014)
in2p3-01084374 , version 2 (19-02-2015)

Identifiants

  • HAL Id : in2p3-01084374 , version 1

Citer

Abdel-Hamid Soubra, Emilio Bastidas-Arteaga. Advanced reliability analysis methods. ALERT Doctoral School 2014 - Stochastic Analysis and Inverse Modelling, Michael A. Hicks; Cristina Jommi, pp.79-93, 2014, 978-2-9542517-5-2. ⟨in2p3-01084374v1⟩

Collections

IN2P3
84 Consultations
48 Téléchargements

Partager

Gmail Facebook X LinkedIn More